+39.8%
IYR vs ROIV
+276.5%
-236.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +6.6% | +17.6% | -11.0% | +5.3% |
| 3M | -1.8% | +9.0% | -10.8% | -2.6% |
| 6M | +1.4% | +35.3% | -33.8% | -1.1% |
| YTD | +10.5% | +82.2% | -71.6% | +5.2% |
| 1Y | +10.6% | +92.3% | -81.6% | +4.8% |
| 3Y | +41.8% | +336.8% | -295.0% | +26.5% |
| 5Y | +6.0% | +370.6% | -364.6% | -11.2% |
| All | +39.8% | +276.5% | -236.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling